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Please use this identifier to cite or link to this item: http://hdl.handle.net/1903/5879

Title: Monotone Optimal Policies for a Transient Queueing Staffing Problem
Authors: Fu, Michael C.
Marcus, Steven I.
Wang, I-Jeng
Department/Program: ISR
Type: Technical Report
Keywords: optimization
dynamic programming
submodularity
transient queues
G/M/s queue
service oper ations
Intelligent Control Systems
Systems Integration Methodology
Issue Date: 1997
Series/Report no.: ISR; TR 1997-62
Abstract: We consider the problem of determining the optimal policy for staffing a queueing system over multiple periods, using a model that takes into account transient queueing effects. Formulating the problem in a dynamic programming setting, we show that the optimal policy follows a monotone optimal control by establishing the submodularity of the objective function with respect to the staffing level and initial queue size in a period. In particular, this requires proving that the system occupancy in a G/M/s queue is submodular in the number of servers and initial system occupancy.
URI: http://hdl.handle.net/1903/5879
Appears in Collections:Institute for Systems Research Technical Reports

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